ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 131-050 130-315 -0-055 -0.1% 130-240
High 131-100 131-235 0-135 0.3% 131-235
Low 130-290 130-285 -0-005 0.0% 130-145
Close 130-310 131-175 0-185 0.4% 131-175
Range 0-130 0-270 0-140 107.7% 1-090
ATR 0-198 0-203 0-005 2.6% 0-000
Volume 862,454 932,835 70,381 8.2% 3,933,996
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 133-295 133-185 132-004
R3 133-025 132-235 131-249
R2 132-075 132-075 131-224
R1 131-285 131-285 131-200 132-020
PP 131-125 131-125 131-125 131-152
S1 131-015 131-015 131-150 131-070
S2 130-175 130-175 131-126
S3 129-225 130-065 131-101
S4 128-275 129-115 131-026
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 135-028 134-192 132-080
R3 133-258 133-102 131-288
R2 132-168 132-168 131-250
R1 132-012 132-012 131-213 132-090
PP 131-078 131-078 131-078 131-118
S1 130-242 130-242 131-137 131-000
S2 129-308 129-308 131-100
S3 128-218 129-152 131-062
S4 127-128 128-062 130-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-235 130-145 1-090 1.0% 0-183 0.4% 85% True False 786,799
10 131-235 130-030 1-205 1.2% 0-187 0.4% 89% True False 735,132
20 131-235 129-250 1-305 1.5% 0-188 0.4% 90% True False 607,463
40 131-235 128-200 3-035 2.4% 0-210 0.5% 94% True False 596,591
60 131-235 126-070 5-165 4.2% 0-217 0.5% 97% True False 398,842
80 131-235 126-070 5-165 4.2% 0-200 0.5% 97% True False 299,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 135-102
2.618 133-302
1.618 133-032
1.000 132-185
0.618 132-082
HIGH 131-235
0.618 131-132
0.500 131-100
0.382 131-068
LOW 130-285
0.618 130-118
1.000 130-015
1.618 129-168
2.618 128-218
4.250 127-098
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 131-150 131-139
PP 131-125 131-103
S1 131-100 131-068

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These figures are updated between 7pm and 10pm EST after a trading day.

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